-96.9%
TSLQ vs ALLE
+94.0%
-190.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +4.1% |
| 7D | -16.8% | +3.6% | -20.4% | -15.5% |
| 30D | -18.0% | +25.9% | -43.8% | -10.2% |
| 3M | -34.5% | +15.8% | -50.2% | -30.9% |
| 6M | -8.9% | +48.1% | -57.0% | +9.0% |
| YTD | -19.0% | +22.0% | -41.0% | -14.3% |
| 1Y | -38.2% | +18.0% | -56.2% | -36.6% |
| 3Y | -96.9% | +93.1% | -190.0% | -94.7% |
| All | -96.9% | +94.0% | -190.9% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling